Optimal estimation

In applied statistics, optimal estimation is a regularized matrix inverse method based on Bayes theorem. It is used very commonly in the geosciences, particularly for atmospheric sounding. A matrix inverse problem looks like this:

The essential concept is to transform the matrix, A, into a conditional probability and the variables, $\vec x$ and $\vec y$ into probability distributions by assuming Gaussian statistics and using empirically-determined covariance matrices.

单词	Optimal estimation
释义	Optimal estimation 英语百科 Optimal estimation In applied statistics, optimal estimation is a regularized matrix inverse method based on Bayes theorem. It is used very commonly in the geosciences, particularly for atmospheric sounding. A matrix inverse problem looks like this: The essential concept is to transform the matrix, A, into a conditional probability and the variables, $\vec x$ and $\vec y$ into probability distributions by assuming Gaussian statistics and using empirically-determined covariance matrices.
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